| C 00.01 | Nature of Report (COREP) |
| C 01.00 | CA 1 - Capital Adequacy - Own funds definition |
| C 02.00 | CA 2 - Capital Adequacy - Risk Exposure Amounts |
| C 03.00 | CA 3 - Capital Adequacy - Ratios |
| C 04.00 | CA 4 - Capital Adequacy - Memorandum Items |
| C 05.01 | CA 5.01 - Capital Adequacy - Transitional provisions: Summary |
| C 05.02 | CA 5.02 - Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid |
| C 06.01 | GS - Group Solvency - Total |
| C 06.02 | GS - Group Solvency |
| C 07.00.a | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements |
| C 07.00.b | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk |
| C 07.00.c | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property |
| C 07.00.d | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default |
| C 08.01.a | CR IRB 1 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL |
| C 08.01.b | CR IRB 1 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet |
| C 08.02 | CR IRB 2 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades |
| C 09.01.a | CR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures) |
| C 09.01.b | CR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default |
| C 09.02 | CR GB 2 - Geographical breakdown of exposures by residence of the obligor (IRB exposures) |
| C 09.03 | CR GB 3 - Breakdown of total own funds requirements for credit risk of relevant credit exposures by country |
| C 09.04 | CCB - Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate |
| C 10.01 | CR EQU IRB 1 - Credit risk: Equity - IRB approaches to capital requirements - TOTAL |
| C 10.02 | CR EQU IRB 2 - Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades |
| C 11.00 | CR SETT - Settlement/Delivery risk |
| C 12.00 | CR SEC SA - Credit risk: Securitisations - Standardised Approach to own funds requirements |
| C 13.00 | CR SEC IRB - Credit risk: Securitisations - IRB Approach to own funds requirements |
| C 14.00 | CR SEC Details - Detailed information on securitisations |
| C 15.00 | CR IP Losses - Exposures and losses from lending collateralised immovable property |
| C 16.00.a | OPR - Operational risk - Excluding AMA |
| C 16.00.b | OPR - Operational risk - AMA |
| C 17.00.a | OPR Details - Operational risks: Gross losses by business lines and event types in the last year |
| C 17.00.b | OPR Details - Operational risks: Thresholds applied in data collections |
| C 18.00 | MKR SA TDI - Market risk: Standardised Approach for traded debt instruments |
| C 19.00 | MKR SA SEC - Market risk: Standardised Approach for specific risk in securitisations |
| C 20.00 | MKR SA CTP - Market risk: Standardised Approach for specific risk in the correlation trading portfolio |
| C 21.00 | MKR SA EQU - Market risk: Standardised Approach for position risk in equities |
| C 22.00 | MKR SA FX - Market risk: Standardised Approaches for foreign exchange risk |
| C 23.00 | MKR SA COM - Market risk: Standardised Approach for position risk in commodities |
| C 24.00 | MKR IM 1 - Market risk: Internal models - Total |
| C 25.00 | CVA - CVA RISK |
| C 26.00 | LE limits - Large exposures limits |
| C 27.00 | LE 1 - Identification of the counterparty |
| C 28.00 | LE 2 - Exposures in the non-trading and trading book |
| C 29.00 | LE 3 - Detail of the exposures to individual clients within groups of connected clients |
| C 30.00 | LE 4 - Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities |
| C 31.00 | LE 5 - Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities: detail of the exposures to individual clients within groups of connected clients |
| C 40.00 | LR1 - Alternative treatment of the Exposure Measure |
| C 41.00 | LR2 - On- and off-balance sheet items – additional breakdown of exposures |
| C 42.00 | LR3 - Alternative definition of capital |
| C 43.00.a | LR4 - Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book |
| C 43.00.b | LR4 - Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA) |
| C 43.00.c | LR4 - Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB) |
| C 44.00 | LR5 - General Information |
| C 47.00 | LRCalc - Leverage ratio calculation |
| C 51.00.a | LC - Assets - Liquidity Coverage. Liquid assets (I). Total |
| C 51.00.b | LC - Assets - Liquidity Coverage. Liquid assets (II). Total |
| C 51.00.w | LC - Assets - Liquidity Coverage. Liquid assets (I). Significant currencies |
| C 51.00.x | LC - Assets - Liquidity Coverage. Liquid assets (II). Significant currencies |
| C 52.00.a | LC - Outflows - Liquidity Coverage. Outflows (I). Total |
| C 52.00.b | LC - Outflows - Liquidity Coverage. Outflows (II). Total |
| C 52.00.c | LC - Outflows - Liquidity Coverage. Outflows (III). Total |
| C 52.00.d | LC - Outflows - Liquidity Coverage. Outflows (IV). Total |
| C 52.00.w | LC - Outflows - Liquidity Coverage. Outflows (I). Significant currencies |
| C 52.00.x | LC - Outflows - Liquidity Coverage. Outflows (II). Significant currencies |
| C 52.00.y | LC - Outflows - Liquidity Coverage. Outflows (III). Significant currencies |
| C 52.00.z | LC - Outflows - Liquidity Coverage. Outflows (IV). Significant currencies |
| C 53.00.a | LC - Inflows - Liquidity Coverage. Inflows (I). Total |
| C 53.00.b | LC - Inflows - Liquidity Coverage. Inflows (II). Total |
| C 53.00.c | LC - Inflows - Liquidity Coverage. Inflows (III). Total |
| C 53.00.w | LC - Inflows - Liquidity Coverage. Inflows (I). Significant currencies |
| C 53.00.x | LC - Inflows - Liquidity Coverage. Inflows (II). Significant currencies |
| C 53.00.y | LC - Inflows - Liquidity Coverage. Inflows (III). Significant currencies |
| C 54.00.a | LC - Collateral swaps - Liquidity Coverage. Collateral swaps. Total |
| C 54.00.w | LC - Collateral swaps - Liquidity Coverage. Collateral swaps. Significant currencies |
| C 60.00.a | SF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Total |
| C 60.00.b | SF - Items requiring stable funding - Stable funding. Items requiring stable funding (II). Total |
| C 60.00.w | SF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Significant currencies |
| C 60.00.x | SF - Items requiring stable funding - Stable funding. Items requiring stable funding (II). Significant currencies |
| C 61.00.a | SF - Items providing stable funding - Stable funding. Items providing stable funding (I). Total |
| C 61.00.b | SF - Items providing stable funding - Stable funding. Items providing stable funding (II). Total |
| C 61.00.w | SF - Items providing stable funding - Stable funding. Items providing stable funding (I). Significant currencies |
| C 61.00.x | SF - Items providing stable funding - Stable funding. Items providing stable funding (II). Significant currencies |
| C 66.00.a | Contractual template. Total |
| C 66.00.b | Contractual template. Total. Cumulated |
| C 66.00.w | Contractual template. Significant currencies |
| C 66.00.x | Contractual template. Significant currencies. Cumulated |
| C 67.00.a | Concentration of funding by counterparty. Total |
| C 67.00.w | Concentration of funding by counterparty. Significant currencies |
| C 68.00.a | Concentration of funding by product type. Total |
| C 68.00.w | Concentration of funding by product type. Significant currencies |
| C 69.00.a | Prices for various lengths of funding. Total |
| C 69.00.w | Prices for various lengths of funding. Significant currencies |
| C 70.00.a | Roll-over of funding. Total |
| C 70.00.w | Roll-over of funding. Significant currencies |
| C 71.00.a | Concentration of counterbalancing capacity by issuer/counterparty. Total |
| C 71.00.w | Concentration of counterbalancing capacity by issuer/counterparty. Significant currencies |
| C 72.00.a | LC(DA - Liquidity Coverage . Liquid assets. Total (DA) |
| C 72.00.w | LC(DA - Liquidity Coverage. Liquid assets. Significant currencies (DA) |
| C 73.00.a | LC(DA - Liquidity Coverage. Outflows. Total (DA) |
| C 73.00.w | LC(DA - Liquidity Coverage. Outflows. Significant currencies (DA) |
| C 74.00.a | LC(DA - Liquidity Coverage. Inflows. Total (DA) |
| C 74.00.w | LC(DA - Liquidity Coverage. Inflows. Significant currencies (DA) |
| C 75.00.a | LC(DA - Liquidity Coverage. Collateral swaps. Total (DA) |
| C 75.00.w | LC(DA - Liquidity Coverage. Collateral swaps. Significant currencies (DA) |
| C 76.00.a | LC(DA - Liquidity Coverage. Calculations. Total (DA) |
| C 76.00.w | LC(DA - Liquidity Coverage. Calculations. Significant currencies (DA) |